AFL of the week: USD-INR Currency Trading Strategy

We have received many requests from our readers to publish AFL for USD-INR Currency Trading strategy. This post would cater to all those requests. This is an extremely profitable trend following strategy for USD-INR currency pair. See the backtest report for its performance. It is an intraday strategy based on triple crossover of Exponential moving averages.

Please note that you can expect even better results if you allow compounding of your returns.

Equity Curve

Additional Amibroker settings for backtesting

Goto Symbol–>Information, and specify the lot size and margin requirement. The below screenshot shows lot size of 1000 and margin requirement of 2.5% for USD-INR:

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